# Quantitative Analysis and FinanceQuantitative Finance

S&P 100 |

S&P 500 |

S&P 500 Emini Future |

S&P Bond Ratings |

S&P Capital IQ Add-in |

SABR (Stochastic Alpha Beta Rho) |

SABR Volatility Model |

SABS (Synthetic Asset Backed Securities) |

Sale and Repurchase Agreement |

Sale By Tender |

Sales and Trading |

Sales Desk |

Sallie Mae |

Sample Design |

Sample Space |

Sample Survey |

Samples - Cluster |

Sampling |

Sampling - Cluster |

Sampling - Importance |

Sampling - Latin Hypercube |

Sampling - Multistage |

Sampling - Non Probability |

Sampling - One Stage |

Sampling - Quasi Random |

Sampling - Quota |

Sampling - Random |

Sampling - Stratified |

Sampling - Systematic |

Sampling Distribution |

Sampling With Replacement |

Sampling Without Replacement |

Samurai Bonds |

Sarbanes-Oxley Act |

Savings Ratio |

SBM (Standard Brownian Motion) |

Scalar Algebra |

Scalar Matrix |

Scalar Multiple |

Scale - Interval |

Scale - Ratio |

Scale Factor |

Scales |

Scalper |

Scatter Diagrams |

Scattergram |

Scatterplot |

Scenario |

Scenario Analysis |

Schatz (Short German Bond Future) |

Schedulers |

Scheme Theory |

Scholes - Merton |

Scores - Norm |

Scores - Z |

Scrip Issue |

SDE (Stochastic Differential Equation) |

SDR (Special Drawing Rights) |

SDR (Swap Data Repositories) |

SDR Basket Currencies |

Seagull |

SEAQ |

SEATS |

SEC (Securities and Exchange Commission) |

SEC Yield |

Secant Method |

Second Derivative |

Second Order Derivatives |

Second Order Equations |

Second Quintiles |

Secondary Calculus |

Secondary Markets |

Secondary Offerings - Bonus Issues |

Secondary Offerings - Convertible Preferred |

Secondary Offerings - Preferred Shares |

Secondary Offerings - Right Issue |

Secondary Offerings - Stock Split |

Secondary Trading |

Sector Curves |

Secured Bonds |

Secured Debt |

Secured Notes |

Secured Overnight Financing Rate (SOFR) |

Secured Transaction |

Securities - Bond Markets |

Securities - Debt |

Securities - Equities |

Securities - Fixed Income |

Securities - Fixed Interest |

Securities and Exchange Commission (SEC) |

Securities and Futures Authority (SFA) |

Securities and Investment Board |

Securities Lending |

Securities Trading |

Securitisation |

Securitisation - ABS |

Securitisation - Covered Bond |

Securitisation - Credit Risk |

Securitisation - Default Risk |

Securitisation - MBS |

Securitisation - Pass Through |

Securitisation - Pay Through |

Securitisation - Prepayment Risk |

Securitisation - Tranches |

Securitisation of Assets |

Securitised Products (SP) |

Security |

Security Borrowing |

Security Lending |

Security Markets - Money Markets |

SEDUR (Short Ended Duration) |

SEF (Swap Execution Facility) |

Segmentation Hypothesis |

Segmented Market Theory |

Segregated Account |

Segregated Mandate |

Selection Bias |

Self Discounting |

Self Invested Personal Pension (SIPP) |

Sell Back Differential |

Sell Back Price |

Sell Buy Back |

Sell Buy Back vs Repo |

Sell Out |

Sell Price |

Sell Side Firms |

Selling at a Discount |

Selling at a Premium |

Selling Protection |

Selling The Basis |

Sellside |

Semi Annual Pay Bond |

Semialgebraic Geometry |

Senior Bond Holder |

Senior Interest |

Senior Tranches |

Senior Unsecured Debt |

Seniority |

Seniority Rules |

Sensitivity |

Sensitivity of Risk |

Sensitivity Stress Tests |

Sensitivity to Movements |

Serial Bond |

Serial Months |

Series |

Series - Fibonacci |

Series - Fourier |

Series - Geometric |

Series - Power |

Series - Taylor |

Series 16 |

Series 24 |

Series of Real Numbers |

Series Solutions |

Set Theory |

Set-Theoretic Topology |

Settled Cash |

Settlement |

Settlement - Cash |

Settlement - Cycle |

Settlement - Failed |

Settlement - Net |

Settlement - Partial |

Settlement - T + 1 |

Settlement - T + 2 |

Settlement - T + 3 |

Settlement - Trade |

Settlement Conventions |

Settlement Date |

Settlement Day |

Settlement Instructions |

Settlement Price |

Settlement Risk |

SFA (Securities and Futures Authority) |

Shanghai Composite Index |

Shapes - 2D |

Shapes - 3D |

Shapes - Dodecagon |

Shapes - Geometry |

Share Buy-Back |

Share Capital |

Share Classes |

Share Consolidation |

Shareholders |

Shareholders Funds |

Shares |

Sharpe Measure |

Sharpe Ratio |

Sheaf Cohomology |

Sheaf Theory |

Short |

Short a Bond |

Short a Call |

Short a Stock |

Short Bund Future (scatz) |

Short Butterfly |

Short Call |

Short Call Spread |

Short Condor |

Short Cover |

Short Dated Bonds |

Short Dated Corporate Bonds |

Short Dated Currency Forwards |

Short Dated Government Bonds |

Short Dates |

Short Forwards |

Short German Bond Future (Schatz) |

Short Hedge |

Short Position |

Short Put |

Short Put Spread |

Short Rate |

Short Rate Models |

Short Rate Models - Black-Derman-Toy |

Short Rate Models - Black-Karasinski |

Short Rate Models - Chen |

Short Rate Models - Cox-Ingersoll-Ross |

Short Rate Models - Ho-Lee |

Short Rate Models - Hull-White |

Short Rate Models - Longstaff - Schwartz |

Short Rate Models - Rendleman-Bartter |

Short Rate Models - Roll-Geske-Whaley |

Short Rate Models - Vasicek |

Short Risk Reversal |

Short Selling |

Short Squeeze |

Short Straddle |

Short Strangle |

Short Stubs |

Short Term |

Short Term Interest Rate Futures |

Short Term Interest Rates - LIBOR |

Short Term Interest Rates (STIR) |

Short Term Investments |

Shortening Duration |

Shout Option |

Sieve Theory |

SIFMA* |

Sight Bill |

Sign Test |

Significance |

Significance Level |

Simple Basis |

Simple Integral Equations |

Simple Interest |

Simple Mean |

Simple Probability |

Simple Random Sampling |

Simple Yield To Maturity |

Simulation |

Simulation - Historical |

Simulation - Monte Carlo |

Simultaneous Equations |

Sin |

Single Barrier Option |

Single Currency - Euro |

Single Currency Basis Swaps |

Single Currency Swap |

Single Curve Building |

Single Index Futures |

Single Index Model |

Single Name - CDS |

Single Operator Theory |

Single Settlement |

Single Stock Equity Swaps |

Single Stock Futures (SSF) |

Single Stock Options |

Single Stock Swaps |

Singular Matrix |

Singular Value Decomposition (SVD) |

Singularities |

Singularity Theory |

Sinking Fund |

SIPP (Self Invested Personal Pension) |

SIV (Structured Investment Vehicle) |

Skew |

Skew - Negative |

Skew - Positive |

Skewed Distribution |

Skewness |

Slang - Cable in a Lady |

Slang - Carpet |

Slang - Dave Allen |

Slang - Desmond |

Slang - Rembrandt |

Slang - Ticket |

Slang - Yard |

Slippage Costs |

SLMA (Student Loan Marketing Association) |

SLN - Excel Function |

Slope |

Smartstream |

SME (Subject Matter Expert) |

SME Market |

SMF (Stock Market Functions) |

SMF Excel Add-in |

Smiles - Volatility |

Smooth Infinitesimal Analysis |

Smoothing |

Smoothing - Kernel |

SNB (Swiss National Bank) |

SNL Financial |

Snowballs |

SOFR (Secured Overnight Financing Rate) |

Soft Call Provision |

Soft Commodities |

Soft Currencies |

Softs - Futures |

Solace |

Solency Ratio |

Solicited Trade |

Solid Geometry |

Solver Add-in - Excel |

Solving Linear Equations |

Solving Simultaneous Equations |

SONIA (Sterling OverNight Index Average) |

Sovereign Bonds |

Sovereign Bonds - Native Currency |

Sovereign Bonds - Non Native Currency |

Sovereign Debt |

Sovereign Debt Crisis |

Sovereign Risk |

Soverign Bonds - National Governments |

SOX (Sarbanes Oxley Act) |

SP (Securitised Products) |

SPAN (Standard Portfolio Analysis of risk) |

Spatial Geometry |

SPE (Special Purpose Entity) |

Spearman Rank Correlation Coefficient |

Spearman's Rho Coefficient |

Special Collateral |

Special Drawing Rights (SDR) |

Special Functions |

Special Purchase Vehicle (SPV) |

Special Purpose Entity (SPE) |

Specialist |

Specific Collateral |

Specific Risk |

Spectral Geometry |

Spectral Graph Theory |

Spectral Theory |

Speculation |

Speculative Dealing |

Speculators |

Spin Off - Corporate Action |

Splines |

Split |

Split Capital Trusts |

Spot |

Spot A Week |

Spot Commodity |

Spot Curves |

Spot Curves - Market |

Spot Curves - Theoretical |

Spot Deals |

Spot Delta |

Spot Exchange Rates |

Spot Foreign Exchange |

Spot Interest Rate |

Spot Ladder |

Spot Market |

Spot Martingale Measure |

Spot Next |

Spot Next - Interest Rates |

Spot Price |

Spot Rate Curve |

Spot Rate Yield Curve |

Spot Rates - LIBOR |

Spot Rates - Treasury |

Spot Volatilities |

Spot Yield Curve |

Spot Yields |

Spread |

Spread - Asset Swap |

Spread - BCDS |

Spread - Bid Ask |

Spread - Bonds |

Spread - Cross Market |

Spread - Fixed Coupons |

Spread - Interpolated |

Spread - Nominal |

Spread - Option Adjusted |

Spread - Risk Premium |

Spread - Swap |

Spread - Variable Coupons |

Spread - Z |

Spread - Zero Volatility |

Spread Betting |

Spread Duration |

Spread Measures |

Spread Measures - Option Adjusted |

Spread Measures - Zero Volatility |

Spread Options |

Spread over Treasury benchmark (TSY) |

Spread Pricing - Bonds |

Spread Rate |

Spread Trades |

Spread Transaction |

Spreadlock Swap |

Spreads - Calendar |

Spreads - Credit |

SPV (Special Purchase Vehicle) |

SQL |

Square |

Square Root |

Square Root of 2 |

Square Root of 3 |

SSF (Single Stock Futures) |

SSI (Standing Settlement Instruction) |

Stable Distributions |

Stable Parentian Distributions |

Stag |

Stale Order |

Stamp Duty |

Standard & Poors Index |

Standard & Poors Ratings |

Standard American Options |

Standard Bank Loans |

Standard Brownian Motion (SBM) |

Standard Deviation |

Standard Deviation - Binomial Distribution |

Standard Deviation - Normal Distribution |

Standard Deviation - Poisson Distribution |

Standard Deviation - Population |

Standard Deviation - Sample |

Standard Error |

Standard Error of Estimate |

Standard Error of the Mean (STEM) |

Standard European Options |

Standard Normal Distribution |

Standard Normal Probability Distribution |

Standard Rate Cap |

Standard Rate Floor |

Standard Scores |

Standard Variable Rate (SVR) |

Standing Settlement Instruction (SSI) |

Stated Interest |

State-Price Approach |

Static Cash Flow Model |

Static Data |

Static Hedge |

Static Hedging |

Static vs Stochastic |

Statistic List |

Statistical Experiment |

Statistical Functions - Excel |

Statistical Hypothesis |

Statistical Hypothesis Testing |

Statistical Induction |

Statistical Probability Models |

Statistical Regression |

Statistics |

Steepener |

Steepener - Curve Strategy |

Steepeners - Range-Accruals |

STEM (Standard Error of the Mean) |

Stem and Leaf Plot |

Stemplot |

Step Up Swaps |

Step Ups |

Sterling - Currency |

Sterling Interest Rate Options |

Sterling Overnight Index Average (SONIA) |

STIBOR (Stockholm Interbank Offer Rate) |

Stieltjes Matrix |

Stimulus Sampling |

STIR (Short Term Interest Rates) |

STIR Futures |

Stochastic Alpha Beta Rho (SABR) |

Stochastic Calculus |

Stochastic Differential Equation (SDE) |

Stochastic Integration |

Stochastic Processes |

Stochastic Variable |

Stochastic Volatility |

Stochastic vs Static |

Stock |

Stock - Equity |

Stock Betas |

Stock Borrowing |

Stock Collateral |

Stock Dividend |

Stock Exchange Automated Quotation |

Stock Exchange Opening Times |

Stock Exchanges |

Stock Index |

Stock Index Futures |

Stock Index Options |

Stock Index Swaps |

Stock Indices |

Stock Lending |

Stock Market |

Stock Market Ratios |

Stock Offering Price |

Stock Option |

Stock Split |

Stockholm Interbank Offer Rate (STIBOR) |

Stocks |

Stop Loss Limits |

Stop Loss Orders |

Storage Costs |

Stoxx 50 |

Stoxx 600 |

Stoxx Europe 600 Index |

STP (Straight Through Processing) |

Straddle |

Straddle - Option |

Straddle vs Call |

Straddle vs Put |

Straight Bond |

Straight Line Interpolation |

Straight Through Processing (STP) |

Strangle |

Strangles |

Strap |

Strata |

Strategies - Alpha Neutral |

Strategies - Alternative |

Strategies - Global Macro |

Strategies - Long Only |

Strategies - Long Short |

Strategies - Market Neutral |

Stratified Sampling |

Street |

Street Price |

Stress - Historical |

Stress - Parametric |

Stress - Topical |

Stress Testing |

Stressed Debt |

Stressed Value at Risk (SVAR) |

Strike Calls |

Strike Price |

Strike Puts |

Strike Rate |

String Path Dependence |

Strip Prices |

STRIP* |

Stripped Bonds |

STRIPS |

Strong Law of Large Numbers |

Strong Markov Property |

Structured Credit Products |

Structured Interest Rate Derivatives |

Structured Investment Vehicle (SIV) |

Structured Notes |

Structured Products |

Structured Rates |

Structurers |

Stub Periods |

Stubs |

Stubs - Long |

Stubs - Short |

Student Loan Marketing Association) |

Student Loans |

Students T Distribution |

Students T-Test |

Style Analysis |

Sub-Asset Class |

Subinvestment Grade |

Subordinate Debt |

Subprime Lending |

Subprime Loans |

Subprime Mortagages |

Subset |

Substitution |

Subtraction - Maths |

Subtraction Facts |

Subtraction Rule |

Sum of Squares |

Sum Rule - Differentation |

Sum Vector |

Sungard |

SuperDerivatives |

Superdot |

Supernational Bonds |

Supply and Demand |

Supremum |

Surfaces |

Survival Based Valuation |

SVAR (Stressed Value at Risk) |

SVD (Singular Value Decomposition) |

SVR (Standard Variable Rate) |

Swap |

Swap - Basis Default |

Swap - Basket Default |

Swap - Extendable |

Swap Curve |

Swap Curve - Euro |

Swap Curve - LIBOR |

Swap Data Repositories (SDR) |

Swap Deposits |

Swap Execution Facility (SEF) |

Swap Hedging |

Swap Legs - Fixed |

Swap Legs - Floating |

Swap Pricing |

Swap Rate |

Swap Rate - Equilibrium |

Swap Spread |

Swap Spread - Par Par |

Swap Spread Wideners |

Swap Valuation |

Swapclear |

Swaplet |

Swaps |

Swaps - Accreting |

Swaps - Amortizing |

Swaps - Basis |

Swaps - Callable |

Swaps - Cash Flow Exchange |

Swaps - Commodities |

Swaps - Constant Maturity |

Swaps - Correlation |

Swaps - Corridor |

Swaps - Coupon Swap |

Swaps - Crack Basis |

Swaps - Cross Currency |

Swaps - Cross Currency Basis |

Swaps - Currency |

Swaps - Currency Basis |

Swaps - Deferred |

Swaps - Deferred Start |

Swaps - Delayed Start |

Swaps - Discount Curve |

Swaps - Embedded Options |

Swaps - Equity |

Swaps - Extendible |

Swaps - Fixed Price |

Swaps - Forward |

Swaps - Forward Forward |

Swaps - Forward Starting |

Swaps - FX |

Swaps - Index |

Swaps - Interest Rate |

Swaps - Libor in Arrears |

Swaps - Locational Basis |

Swaps - Off Market |

Swaps - Overnight Indexed |

Swaps - Pricing Curve |

Swaps - Puttable |

Swaps - Questions |

Swaps - Roller Coaster |

Swaps - Spot Starting |

Swaps - Total Returns |

Swaps - Variance |

Swaps - Volatility |

SWAPS+ |

SwapsWire |

Swaptions |

Swaptions - Amortising |

Swaptions - European |

SWF (Soverign Wealth Fund) |

SWIFT |

SWIFT Transfer |

SWIFTNET |

Swing Option |

Swiss National Bank (SNB) |

Switch |

Switch Trade |

SX5E - Euro Stoxx 50 Index |

SX7E - Euro Stoxx Banks Index |

SYD - Excel Function |

Symbolic Languages |

Symmetric Matrix |

Symmetric Rule |

Symmetric Spaces |

Syndicate |

Syndicated Bonds |

Syndicated Facilities |

Syndicated Loans |

Synthetic Asset Backed Securities (SABS) |

Synthetic Assets |

Synthetic Bond |

Synthetic CDO |

Synthetic Collateralized Debt Obligations |

Synthetic Convertible Notes |

Synthetic Floating Rate Note |

Synthetic Forward |

Synthetic Inflation Linked Bonds |

Synthetic Long |

Synthetic Option |

Synthetic Short |

Synthetic Swaps |

System of Linear Equations |

System Repo |

System Risk |

Systematic Curve Trading |

Systematic Risk |

Systematic Sampling |

Systematic Traders |

Systemic Risk |

Systems - Bloomberg |

Systems - Capital IQ |

Systems - Charles River |

Systems - InvestOne |

Systems - LoanIQ |

Systems - Mathematica |

Systems - Matlab |

Systems - Misys |

Systems - NAG C Libraries |

Systems - NMath |

Systems - Processing |

Systems - Quantifier |

Systems - Reuters |

Systems - Risk |

Systems - RiskMetrics |

Systems - RogueWave |

Systems - SmartStream |

Systems - Sungard |

Systems - Thomson |

Systems - Tibco |

Systems - TLM |

Systems - Trading |

Systems and Operations Risk |

Systems of Linear Equations |